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Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces
Daria Ghilli, Claudio Marchi
We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Or…
Existence and non-existence for time-dependent mean field games with strong aggregation
Marco Cirant, Daria Ghilli
We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form , ,…
Periodic Homogenization for Weakly Elliptic Hamilton-Jacobi-Bellman Equations with Critical Fractional Diffusion
Adina Ciomaga, Daria Ghilli, Erwin Topp
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case…
Viscosity methods for large deviations estimates for multiscale stochastic processes
Daria Ghilli
We study singular perturbation problems for second order HJB equations in an unbounded setting. The main applications are large deviations estimates for the short maturity asymptot…